Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

Abstract

In the stimulating article by Marianne Frisén, a general overview about sequential surveillance is presented. Many applications of sequential surveillance in various fields of science are given. Although sequential surveillance has been successfully applied in engineering for more than 70 years, the extension to areas such as finance and medicine is not straightforward because completely new problems arise in practice. In our discussion of the article, we want to focus on this aspect and we will describe some of these points.

Keywords:

• Change-point
• Control chart
• Sequential surveillance
• Statistical process control

Subject Classifications:

• 62L10
• 62L12
• 62L15
• 62P10
• 62P12
• 62P20
• 91B28

Notes

Recommended by Nitis Mukhopadhyay